𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on asymptotics of discounted value function and strong 0-discount optimality

✍ Scribed by A. A. Yushkevich

Publisher
Springer
Year
1996
Tongue
English
Weight
367 KB
Volume
44
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the rate of convergence of infinite h
On the rate of convergence of infinite horizon discounted optimal value functions
✍ Lars GrΓΌne; Fabian Wirth πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 133 KB

In this paper we investigate the rate of convergence of the optimal value function of an inΓΏnite horizon discounted optimal control problem as the discount rate tends to zero. Using the Integration Theorem for Laplace transformations we provide conditions on averaged functionals along suitable traje